Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47704.31 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Anic Portfolio¶

Today¶

Return: -0.515 %¶

This Week¶

Return: -0.434 %¶

Total¶

Return: 56.173 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.750000 2768.500000 132.500000 5.030000 2636.000010
Beijer Electronics Group 26 0.170000 3099.200000 128.200000 4.320000 2971.000006
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.200000 3448.000000 71.000000 2.100000 3377.000000
Boozt 12 0.780000 1710.000000 56.000000 3.390000 1653.999996
AcadeMedia 12 -1.660000 597.120000 40.120000 7.200000 557.000004
Corem Property Group B 59 -1.230000 614.780000 37.780000 6.550000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.030000 390.800000 35.800000 10.080000 355.000000
Resurs Holding 22 -0.470000 606.540000 32.540000 5.670000 573.999998
MedCap 2 -1.100000 451.000000 30.000000 7.130000 421.000000
HMS Networks 2 -2.310000 694.400000 21.400000 3.180000 673.000000
Swedbank A 3 -0.460000 578.400000 14.400000 2.550000 564.000000
Securitas B 6 -0.770000 584.040000 14.040000 2.460000 570.000000
Eastnine 4 -0.320000 504.800000 13.800000 2.810000 491.000000
Nordea Bank Abp 29 0.300000 3464.920000 10.920000 0.320000 3453.999992
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Intrum 4 -1.760000 535.800000 8.800000 1.670000 527.000000
Coor Service Management Hold. 8 -0.300000 540.400000 8.400000 1.580000 532.000000
OEM International B 7 -0.520000 536.200000 8.200000 1.550000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -0.290000 249.600000 3.600000 1.460000 246.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 -0.230000 546.500000 0.500000 0.090000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -0.110000 560.000000 -14.000000 -2.440000 574.000000
Midsona B 63 -0.990000 568.260000 -14.740000 -2.530000 582.999984
CTEK 13 -1.430000 509.990000 -24.010000 -4.500000 533.999999
Essity A 4 -0.880000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -0.990000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 1.750000 556.780000 -56.220000 -9.170000 612.999432
Sampo Oyj SDB 7 -0.640000 3783.500000 -66.500000 -1.730000 3850.000000
Axfood 13 0.690000 3607.500000 -148.500000 -3.950000 3756.000001
Fasadgruppen Group 35 1.370000 3626.000000 -185.000000 -4.850000 3810.999990
OX2 18 -1.740000 1422.900000 -241.100000 -14.490000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46309.770000 -578.800000 -1.90243% 46888.564618

Updated:¶

'2023-01-25 10:28:32.640723'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶